Price comovement and market segmentation of Chinese A- and H-shares : evidence from a panel latent-factor model
Yingjie Dong, Wenxin Huang, Yiu-Kuen Tse
| Year of publication: |
2023
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|---|---|
| Authors: | Dong, Yingjie ; Huang, Wenxin ; Tse, Yiu Kuen |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 131.2023, p. 1-19
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| Subject: | Common latent factors | Cross-listing | Cup-Lasso method | Market segmentation | Panel model | Marktsegmentierung | China | Panel | Panel study | Zweitlisting | Dual listing | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2022.102794 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248863